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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
151

Comparison of Methods That Assess Lower-body Stretch-Shortening Cycle Utilization

Suchomel, Timothy J., Sole, Christopher J., Stone, Michael H. 01 February 2016 (has links)
The purpose of this study was to compare 4 methods that assess the lower-body stretch-shortening cycle (SSC) utilization of athletes. Eighty-six National Collegiate Athletic Association Division I athletes from 6 different sports performed 2 squat jumps and 2 countermovement jumps on a force platform. Pre-stretch augmentation percentage (PSAP), eccentric utilization ratio (EUR), and reactive strength (RS) for jump height (JH) and peak power (PP) magnitudes, and reactive strength index–modified (RSImod) were calculated for each team. A series of one-way analyses of variance with a Holm-Bonferroni sequential adjustment were used to compare differences in PSAP, EUR, RS, and RSImod between teams. Statistical differences in RSImod (p < 0.001) existed between teams, whereas no statistical differences in PSAP-JH (p = 0.150), PSAP-PP (p = 0.200), EUR-JH (p = 0.150), EUR-PP (p = 0.200), RS-JH (p = 0.031), or RS-PP (p = 0.381) were present. The relationships between PSAP, EUR, and RS measures were all statistically significant and ranged from strong to nearly perfect (r = 0.569–1.000), while most of the relationships between PSAP, EUR, and RS measures and RSImod were trivial to small (r = 0.192–0.282). Pre-stretch augmentation percentage and EUR, RS, and RSImod values indicate that women's tennis, men's soccer, and men's soccer teams may use the SSC most effectively, respectively. Pre-stretch augmentation percentage, EUR, RS, and RSImod values may show vastly different results when comparing an individual's and a team's ability to use the SSC. Practitioners should consider using RSImod to monitor the SSC utilization of athletes due to its timing component.
152

Correlações da aptidão aeróbia e de fatores neuromusculares no desempenho em sprints repetidos em tenistas de diferentes níveis competitivos / Correlations of aerobic fitness and neuromuscular factors with repeated sprints performance in tennis players of different competitive level

Rodrigo Poles Urso 13 February 2015 (has links)
O objetivo desse estudo foi verificar a relação da aptidão aeróbia e de fatores neuromusculares com o desempenho em SR em tenistas com diferentes níveis de jogo. Um grupo de dez tenistas profissionais (GP) e um grupo de dez tenistas amadores (GA) foram submetidos a quatro sessões experimentais, a saber: 1) medidas antropométricas, familiarização com o teste de drop jump (DJ) e com o teste de contração voluntária isométrica máxima (CVIM) para membros inferiores, e um teste progressivo até a exaustão; 2) um teste de DJ e um teste de carga constante para avaliar a cinética on e off do consumo de oxigênio (VO2); 3) um teste de CVIM para membros inferiores, outro teste de carga constante para avaliar a cinética on e off do VO2 e familiarização com o teste de SR; 4) um teste composto por dez SR. O GP apresentou valores significativamente menores para o tempo do melhor sprint (SRmelhor) e para a média dos tempos de todos os sprints (SRmédio) em relação ao GA (p < 0,05). O percentual de aumento do tempo ao longo dos sprints (SR%aumento) do GP não foi significativamente menor em comparação ao GA (p = 0,102), porém a chance dessa variável ser menor para o GP foi considerada \"provável\". Para o GP, a única correlação significativa observada foi entre o SRmédio e o tempo de contato obtido no teste de DJ (r = 0,641, p < 0,05). Em relação ao GA, foram observadas correlações significativas da velocidade pico obtida no teste progressivo até a exaustão com o SRmelhor (r = -0,680, p < 0,05) e SRmédio (r = -0,744, p < 0,05), assim como da amplitude da fase lenta da cinética off do VO2 com o SRmelhor (r = -0,756, p < 0,05) e SRmédio (r = -0,794, p < 0,05). Portanto, esses dados sugerem que tenistas profissionais possuem um melhor desempenho em SR em comparação aos tenistas amadores. Entretanto, não está clara a importância de fatores da aptidão aeróbia e neuromusculares no desempenho dessa atividade / The objective of this study was to verify the relationship of aerobic fitness and neuromuscular factors with RS performance in tennis players with different playing level. A group of ten professional (PG) and ten amateur (AG) tennis players were submitted to four experimental sessions, to know: 1) anthropometric measurements, familiarization with the drop jump (DJ) test and the maximal voluntary isometric contraction (MVIC) test for the lower limbs, and a progressive test until exhaustion; 2) a DJ test and a constant load test for on and off oxygen consumption (VO2) kinetics measurement; 3) a MVIC test for the lower limbs, another constant load test for on and off VO2 kinetics measurement, and familiarization with the RS test; 4) a test of ten RS. The PG presented significant lower values for the best sprint time (RSbest) and mean time of all sprints (RSmean) in relation to the AG (p < 0.05). The percentage increase in time over all sprints (RSincrease) of the PG was not significantly lower in comparison to the AG (p = 0.102), however the chance of this variable to be lower for the PG was considered \"probable\". For the PG the only significant correlation observed was between RSmean and the contact time obtained in the DJ test (r = 0.641, p < 0.05). In relation to the AG, significant correlations were observed for the peak speed obtained on the progressive test until exhaustion with the RSbest (r = -0.680, p < 0.05) and RSmean (r = -0.744, p < 0.05), likewise for the amplitude of the slow phase in oxygen uptake off-kinetics with the RSbest (r = -0.756, p < 0.05) and RSmean (r = -0.794, p < 0.05). Thus, these data suggest that professional tennis players have a better performance in RS compared to amateur tennis players. However, it is not clear the importance of aerobic fitness and neuromuscular factors in the performance of this activity
153

Metody předvídání volatility / Methods of volatility estimation

Hrbek, Filip January 2015 (has links)
In this masterthesis I have rewied basic approaches to volatility estimating. These approaches are based on classical and Bayesian statistics. I have applied the volatility models for the purpose of volatility forecasting of a different foreign exchange (EURUSD, GBPUSD and CZKEUR) in the different period (from a second period to a day period). I formulate the models EWMA, GARCH, EGARCH, IGARCH, GJRGARCH, jump diffuison with constant volatility and jump diffusion model with stochastic volatility. I also proposed an MCMC algorithm in order to estimate the Bayesian models. All the models we estimated as univariate models. I compared the models according to Mincer Zarnowitz regression. The most successfull model is the jump diffusion model with a stochastic volatility. On the second place they were the GJR- GARCH model and the jump diffusion model with a constant volatility. But the jump diffusion model with a constat volatilit provided much more overvalued results.The rest of the models were even worse. From the rest the IGARCH model is the best but provided undervalued results. All these findings correspond with R squared coefficient.
154

Macroscopic modelling of the phase interface in non-equilibrium evaporation/condensation based on the Enskog-Vlasov equation

Jahandideh, Hamidreza 04 January 2022 (has links)
Considerable jump and slip phenomena are observed at the non-equilibrium phase interface in microflows. Hence, accurate modelling of the liquid-vapour interface transport mechanisms that matches the observations is required, e.g. in applications such as micro/nanotechnology and micro fuel cells. In the sharp interface model, the classical Navier-Stokes-Fourier (NSF) equations can be used in the liquid and vapour phases, while the interface resistivities describe the jump and slip phenomena at the interface. However, resistivities are challenging to find from the measurements, and most of the classical kinetic theories consider them as constants. One possible approach is to determine them from a model that resolves the phase interface. In order to resolve the interface and the transport processes at and in front of the interface in high resolutions, there are two ways in general, microscopic or macroscopic. The microscopic studies are based either on molecular dynamics (MD) or kinetic models, such as the Enskog-Vlasov (EV) equation. The EV equation modifies the Boltzmann equation by considering dense gas effects, such as the interaction forces between the particles and their finite size. It can be solved by the Direct Simulation Monte Carlo (DSMC) method, which considers sample particles that stand in for thousands to hundred thousands of particles and determine most likely collisions based on interaction probabilities, but it is time-consuming and costly. Here, a closed set of 26-moment equations is numerically solved to resolve the liquid-vapour interface macroscopically while considering the dense gas and phase change effects. The 26-moment set of equations is derived by Struchtrup & Frezzotti as an approximation of the EV equation using Grad's moment method. The macroscopic moment equations resolve the phase interface in a high resolution competitive to the microscopic studies. The resolved interface visualizes the interface structure and the changes of the system variables between the two phases at the interface. The 26-moment equations are solved for a one-dimensional steady-state system for non-equilibrium evaporation/condensation process. Then, solutions are used to find the jump and slip conditions at the interface, which leads to determining the interface resistivities at different interface temperatures and non-equilibrium strengths from the Linear Irreversible Thermodynamics (LIT). The interface resistivities show their dependence on the temperature of the liquid at the interface as well as the strength of the non-equilibrium process. As a result, in further studies, similar systems can be modelled using the sharp interface method with the appropriate jump conditions at the phase interface that can be found from the determined EV interface resistivities. / Graduate
155

Mathematical Modelling of Fund Fees / Matematisk Modellering av Fondavgifter

Wollmann, Oscar January 2023 (has links)
The paper examines the impact of fees on the return of a fund investment using different simulation and fee structure models. The results show that fees have a significant expected impact, particularly for well-performing funds. Two simulation models were used, the Geometric Brownian Motion (GBM) model and Merton Jump Diffusion (MJD) model. Two fee structures were also analysed for each simulation, a High-water mark fee structure and a Hurdle fee structure. Comparing the GBM and MJD models, the two tend to generate very similar fee statistics even though the MJD model's day-to-day returns fit better with empirical data. When comparing the HWM and Hurdle fee models, larger differences are observed. While overall average fee statistics are similar, the performance fee statistics are significantly higher in the Hurdle fee structure for assets achieving higher returns, e.g. at least an 8% annual return. However, the HWM fee structure tends to generate higher performance fees for assets with low returns. Regression models are also developed for each combination of the simulation model and fee structure. The regression models reflect the above conclusions and can for investors serve as simple key indicators to estimate expected fund fee payments. The GBM regression results are likely more useful than the MJD regression results, as the parameters of the former are easier to calculate based on historical return data. / Uppsatsen undersöker effekten av avgifter på avkastningen av en fondinvestering med hjälp av olika simuleringar och avgiftsmodeller. Resultaten visar att avgifter förväntas ha en betydande påverkan, särskilt för fonder som genererar hög avkastning. Två simuleringar användes, Geometric Brownian Motion (GBM) och Merton Jump Diffusion (MJD). Två avgiftsstrukturer analyserades också för varje simulering, en High-water mark avgiftsstruktur och en Hurdle avgiftsstruktur. Jämförelse mellan GBM och MJD-modellerna visar att de två tenderar att generera mycket liknande avgiftsstatistik trots att MJD-modellens dagliga avkastning passar bättre med empiriska data. Vid jämförelse av HWM- och Hurdle avgiftsmodellerna observeras större skillnader. Medan den övergripande genomsnittliga avgiftsstatistiken är liknande för avgiftsmodellerna, är resultatbaserade avgifterna betydligt högre i Hurdle avgiftsstrukturen för tillgångar som uppnår högre avkastning, t.ex. minst 8% årlig avkastning. Däremot tenderar HWM-avgiftsstrukturen att generera högre resultatbaserade avgifter för tillgångar med låg avkastning. Regressionsmodeller utvecklades också för varje kombination av simulering och avgiftsstruktur. Regressionmodellerna återspeglar ovanstående slutsatser och kan för investerare fungera som enkla nyckeltal för att uppskatta förväntad kostnad av fondavgifter. GBM-regressionsresultaten är sannolikt mer användbara än MJD-regressionsresultaten, eftersom parametrarna för den förra är lättare att beräkna baserat på historisk avkastningsdata.
156

Switched Markov Jump Linear Systems: Analysis and Control Synthesis

Lutz, Collin C. 14 November 2014 (has links)
Markov jump linear systems find application in many areas including economics, fault-tolerant control, and networked control. Despite significant attention paid to Markov jump linear systems in the literature, few authors have investigated Markov jump linear systems with time-inhomogeneous Markov chains (Markov chains with time-varying transition probabilities), and even fewer authors have considered time-inhomogeneous Markov chains with a priori unknown transition probabilities. This dissertation provides a formal stability and disturbance attenuation analysis for a Markov jump linear system where the underlying Markov chain is characterized by an a priori unknown sequence of transition probability matrices that assumes one of finitely-many values at each time instant. Necessary and sufficient conditions for uniform stochastic stability and uniform stochastic disturbance attenuation are reported. In both cases, conditions are expressed as a set of finite-dimensional linear matrix inequalities (LMIs) that can be solved efficiently. These finite-dimensional LMI analysis results lead to nonconservative LMI formulations for optimal controller synthesis with respect to disturbance attenuation. As a special case, the analysis also applies to a Markov jump linear system with known transition probabilities that vary in a finite set. / Ph. D.
157

Human Postures and Movements analysed through Constrained Optimization

Pettersson, Robert January 2009 (has links)
<p>Constrained optimization is used to derive human postures and movements. In the first study a static 3D model with 30 muscle groups is used to analyse postures. The activation levels of these muscles are minimized in order to represent the individual's choice of posture. Subject specific data in terms of anthropometry, strength and orthopedic aids serve as input. The aim is to study effects from orthopedic treatment and altered abilities of the subject. Initial validation shows qualitative agreement of posture strategies but further details about passive stiffness and anthropometry are needed, especially to predict pelvis orientation. In the second application, the athletic long jump, a problem formulation is developed to find optimal movements of a multibody system when subjected to contact. The model was based on rigid links, joint actuators and a wobbling mass. The contact to the ground was modelled as a spring-damper system with tuned properties. The movement in the degrees of freedom representing physical joints was described over contact time through two fifth-order polynomials, with a variable transition time, while the motion in the degrees of freedom of contact and wobbling mass was integrated forwards in time, as a consequence. Muscle activation variables were then optimized in order to maximize ballistic flight distance. The optimization determined contact time, end configuration, activation and interaction with the ground from an initial configuration. The results from optimization show a reasonable agreement with experimentally recorded jumps, but individual recordings and measurements are needed for more precise conclusions.</p><p> </p>
158

跨國經濟體系下Quanto Range Accrual Notes的評價與避險 / Pricing and Hedging of Quanto Range Accrual Notes under Gaussian HJM with Cross- Currency Levy Processes

徐保鵬, Hsu, Pao Peng Unknown Date (has links)
This dissertation analyzes the pricing and hedging problems for quanto range accrual note under the HJM-framework with Levy processes for instantaneous domestic and foreign forward interest rates. We consider both the effects of jump risks of interest rate and exchange rate on the pricing of the notes. The pricing formula for quanto double interest rate digital option and quanto contingent payoff option are first derived, then we apply the method proposed by Turnbull(1995) to duplicate the qaunto range accrual note by a combination of the quanto double interest rate digital option and the qunato contingent payoff option. Furthermore, using the pricing formulas derived in this paper, we obtain the hedging position for each issue of range accrual notes. In addition, by simulation and assuming the jump to be compound Poisson process, we further analyze the effects of jump risk and exchange rate risk on the coupons receivable in holding a range accrual note. / This dissertation analyzes the pricing and hedging problems for quanto range accrual note under the HJM-framework with Levy processes for instantaneous domestic and foreign forward interest rates. We consider both the effects of jump risks of interest rate and exchange rate on the pricing of the notes. The pricing formula for quanto double interest rate digital option and quanto contingent payoff option are first derived, then we apply the method proposed by Turnbull(1995) to duplicate the qaunto range accrual note by a combination of the quanto double interest rate digital option and the qunato contingent payoff option. Furthermore, using the pricing formulas derived in this paper, we obtain the hedging position for each issue of range accrual notes. In addition, by simulation and assuming the jump to be compound Poisson process, we further analyze the effects of jump risk and exchange rate risk on the coupons receivable in holding a range accrual note.
159

The effects of a combined resisted jump training and rugby-conditioning program on selected physical, motor ability and anthropometric components of rugby players / Jacobus Johannes Oosthuizen

Oosthuizen, Jacobus Johannes January 2013 (has links)
Plyometrics is primarily used by coaches and sport scientists to improve explosive power among athletes who participate in dynamic, high intensity type of sports. One of the plyometric-related training methods that has received attention in recent years, is loaded or resistance (resistive) jump training. Limited research does, however, exist with regard to the benefits and use of this training method as well as in conjunction with other training methods, especially among team sport participants. It is against this background that the research objectives of this study were firstly, to examine the effects of a 4-week combined rugby-conditioning and resisted jump training program compared to a combined rugby-conditioning and normal jump training program, on selected physical, motor ability and anthropometric components of university-level rugby players. The second objective was to examine the acute effects of a resisted compared to a normal jump training session on selected physical and motor ability components of university-level rugby players. Thirty rugby players (age: 19.60 ± 0.79 years) from the first and second u/19 and u/21 rugby teams of a university in South Africa were randomly selected to participate in the first part of study. For the second part of the study thirty senior rugby players (1st and 2nd senior teams) (age: 21.78 ± 1.86 years) of the Rugby Institute at a university in South Africa were randomly selected to participate in the study. For both studies the thirty players were in turn randomly divided into two groups of fifteen players each. One group formed the experimental and the other group the control group. The first objective was tested by subjecting the players to a 4-week combined sport-specific and resisted plyometric training program (experimental group) or a combined sport-specific and normal plyometric training program to investigate the adaptations of body composition, lower body flexibility, explosive leg power, speed, agility and leg strength. After a 10-week period (“wash-out period”) during which subjects continued with their normal rugby-conditioning program, the same testing procedures as before, were executed by following a crossover design. In order to test the second objective of the study players’ body weight and height were firstly measured after which they were subjected to a thorough warm-up, followed by the execution of the flexibility;Vertical Jump Test (VJT); 5-, 10- and 20 m speed tests; the Illinois Agility Run Test (IART) and the 6RM (repetition maximum) Smith Machine Squat Test (6RM-SMST). The experimental group was subject to the resisted jump training session on the Vertimax whereas the control group executed the same exercises on the floor. Directly after the training session each of the players again completed the test battery. After the first week, a crossover design was implemented. Although the overall study (independent t-test and main effect ANOVA) results of the first study suggested that the experimental group experienced more positive changes, especially with regard to the body fat, skeletal mass and somatotype-related anthropometric and flexibility-related measurements, only relaxed upper-arm girth, ectomorphy, left Active-straight-leg-raise-test and the left Modified Thomas Quadriceps Test values showed significant differences (p < 0.05) when the two groups of players were compared. Although the experimental group demonstrated significantly better average scores in the majority of the last-mentioned components, this group experienced a significantly higher reduction in relaxed upper-arm girth due to the conditioning program than the control group. The main effect ANOVA results of the acute study showed that no significant differences were obtained for any of the measured components between an acute resisted and normal jump training session. To conclude, the study revealed that a 4-week combined rugby-conditioning and resisted jump training program (experimental group) did not benefit university-level rugby players significantly more with regard to selected physical, motor ability and anthropometric components than a combined rugby-conditioning and normal jump training program (control group). Furthermore, despite the fact that the acute resisted and normal jump training exercises met all the requirements to produce post-activation potentiation, the study results showed that these exercise sessions did not lead to any significant acute changes in the physical and motor ability components of university-level rugby players. / MA (Sport Science), North-West University, Potchefstroom Campus, 2014
160

Sport specific talent identification determinants and development of sprinting and long jumping ability among 10-15 year old children from underprivileged communities / Ankebé Kruger

Kruger, Ankebé January 2006 (has links)
As early as 1994, and with transformation in mind, the African National Congress (ANC) identified the development of the previously disadvantaged communities in South Africa as a national priority. In so doing, sport, among others, was used in this strategy as a medium to improve and change the circumstances of people in disadvantaged communities. Sports development in disadvantaged communities is essential, if taken into consideration that without such further support of the sport talent of some of these children, the needs of these talented children cannot be met and their potential will remain undeveloped. Talent identification (TID), which is based on scientific principles and forms the first step in sports development, still is relatively new in South Africa. Historically, coaches used their own knowledge and experience of the characteristics, which should lead to success in sport as well as participation in competitions in order to do TID. To date, very little research has been done on talent identification and development in sprints and long-jump, especially pertaining to young boy and girl athletes, and in particular concerning athletes from disadvantaged communities. The first and second objectives of this study were to implement sport specific athletics development programmes aimed at improving sprinting and long-jump ability and to determine its effect on the abilities and skills of talented 10 to 15 year-old girls and boys with talent for sprints and long-jump. The third and fourth objectives of this study were to establish which kinanthropometric, physical and motor components will play such a role in 10 to 15 year-olds that it can predict performance ability in sprints and long-jump in girls and boys at this age. The "Australian Talent Search" protocol was used to identify general sport talent in the children (66 girls and 62 boys) who were identified for the study. The talented children (19 girls and 21 boys) from the initial group of were then subjected to a sport specific test battery for sprints and long-jump. The maturation level of the boys was determined by means of a maturity questionnaire, based on the 5 Tanner stages. By using the Statistica and SAS computer programmes, independent t-testing, covariance analyses, correlation coefficients, effect sizes, descriptive statistics as well as a stepwise multiple regression analysis were used to analyze the data with regard to the above-mentioned objectives. A p-value smaller than or equal to 0.05 was accepted as significant. From the results of the study it is evident that the development programmes contributed to the improvement of physical and motor abilities and skills important for performance in both sprints and long-jump in girls (n=19) and boys (n=21) respectively. Among the girls, flexibility, explosive power, muscle endurance, reaction time, speed, speed endurance, acceleration and long-jump showed statistically significant improvement, while abdominal muscle strength and stride length showed no improvement. Secondly, it was established that the development programme contributed statistically significantly to an improvement in flexibility, muscle endurance, 0-40 metres speed and long-jump ability in boys. However, some components did not show improvement, among them explosive power, reaction time, speed endurance, acceleration and stride length. A stepwise multiple regression analysis was used to analyze the third and fourth objectives. It indicated that, in respect to the 100 metres sprint, 7 variables, namely long-jump, push-ups to the point of exhaustion, 7-level abdominal strength, 0-5 metres speed, ankle dorsiflexion, body length and age contributed 84.0% to the total variance in girls. As for long-jump, 7 variables, namely 0-100 metres speed, body length, 7-level abdominal strength, push-ups, ankle dorsiflexion, standing long-jump and body mass proved to be the most important contributors to performance in these items with a total contribution of 79% to the total variance. The fourth objective indicated that average anaerobic power output, acceleration and body mass contributed statistically significantly to performance in the 100 metres sprint in boys with a contribution of 86.5% to the total variance. Horizontal jump, age and acceleration contributed statistically significantly to long-jump performance with a contribution of 81 5% to the total variance. It is evident from this study that sport specific development programmes can successfully be implemented on girls and boys at ages 10-15 in order to improve sprinting and long-jump ability, regardless of poverty-stricken circumstances and poor infrastructure. Furthermore, the study brought to light that specific kinanthropometric, physical and motor abilities exist which can be used to predict performance in sprints and long-jump in girls and boys separately at ages 10 to 15. / Thesis (Ph.D. (Human Movement Science))--North-West University, Potchefstroom Campus, 2007

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